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Anzahl der Publikationen: 37
Paper
Czado, Claudia und Haug, Stephan
(2006):
Quasi maximum likelihood estimation and prediction in the compound Poisson ECOGARCH(1,1) model.
Sonderforschungsbereich 386, Discussion Paper 516
[PDF, 926kB]
Czado, Claudia und Min, Aleksey
(2006):
Testing for zero-modification in count regression models.
Sonderforschungsbereich 386, Discussion Paper 474
[PDF, 299kB]
Gschlößl, Susanne und Czado, Claudia
(2006):
Modelling count data with overdispersion and spatial effects.
Sonderforschungsbereich 386, Discussion Paper 475
[PDF, 1MB]
Holzmann, Hajo; Min, Aleksey und Czado, Claudia
(2006):
Validating linear restrictions in linear regression models with general error structure.
Sonderforschungsbereich 386, Discussion Paper 478
[PDF, 407kB]
Haug, Stephan und Czado, Claudia
(2006):
An exponential continuous time GARCH process.
Sonderforschungsbereich 386, Discussion Paper 480
[PDF, 591kB]
Czado, Claudia; Erhardt, Vinzenz und Min, Aleksey
(2006):
Zero-inflated generalized Poisson models with regression effects on the mean, dispersion and zero-inflation level applied to patent outsourcing rates.
Sonderforschungsbereich 386, Discussion Paper 482
[PDF, 497kB]
Czado, Claudia und Haug, Stephan
(2006):
A fractionally integrated ECOGARCH process.
Sonderforschungsbereich 386, Discussion Paper 484
[PDF, 439kB]
Aas, Kjersti; Czado, Claudia; Frigessi, Arnoldo und Bakken, Henrik
(2006):
Pair-copula constructions of multiple dependence.
Sonderforschungsbereich 386, Discussion Paper 487
[PDF, 1MB]
Högn, Ralph und Czado, Claudia
(2006):
Multiresolution Analysis of Long Time Series with Applications to Finance.
Sonderforschungsbereich 386, Discussion Paper 497
[PDF, 825kB]
Czado, Claudia und Song, Peter X.-K.
(2006):
State space mixed models for longitudinal obsservations with binary and binomial responses.
Sonderforschungsbereich 386, Discussion Paper 503
[PDF, 573kB]
Müller, Gernot und Czado, Claudia
(2006):
Stochastic volatility models for ordinal valued time series with application to finance.
Sonderforschungsbereich 386, Discussion Paper 504
[PDF, 417kB]
Czado, Claudia und Pflüger, Carolin
(2006):
Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio.
Sonderforschungsbereich 386, Discussion Paper 511
[PDF, 407kB]
Czado, Claudia; Heyn, Anette und Müller, Gernot
(2005):
Modeling migraine severity with autoregressive ordered probit models.
Sonderforschungsbereich 386, Discussion Paper 413
[PDF, 302kB]
Czado, Claudia; Heyn, Anette und Müller, Gernot
(2005):
Modeling migraine severity with autoregressive ordered probit models.
Sonderforschungsbereich 386, Discussion Paper 463
[PDF, 263kB]
Gschlößl, Susanne und Czado, Claudia
(2005):
Spatial modelling of claim frequency and claim size in insurance.
Sonderforschungsbereich 386, Discussion Paper 461
[PDF, 2MB]
Gschlößl, Susanne und Czado, Claudia
(2005):
Introducing and evaluating a Gibbs sampler for spatial Poisson regression models.
Sonderforschungsbereich 386, Discussion Paper 434
[PDF, 656kB]
Haug, Stephan und Czado, Claudia
(2005):
Mixed effect model for absolute log returns of ultra high frequency data.
Sonderforschungsbereich 386, Discussion Paper 440
[PDF, 958kB]
Gschlößl, Susanne und Czado, Claudia
(2005):
Does a Gibbs sampler approach to spatial Poisson regression models outperform a single site MH sampler?
Sonderforschungsbereich 386, Discussion Paper 460
[PDF, 484kB]
Czado, Claudia und Min, Aleksey
(2005):
Consistency and asymptotic normality of the maximum likelihood estimator in a zero-inflated generalized Poisson regression.
Sonderforschungsbereich 386, Discussion Paper 423
[PDF, 398kB]
Gschlößl, Susanne und Czado, Claudia
(2005):
Modelling count data with overdispersion and spatial effects.
Sonderforschungsbereich 386, Discussion Paper 412
[PDF, 387kB]
Czado, Claudia und Prokopenko, S.
(2004):
Modeling Transport Mode Decisions Using Hierarchical Binary Spatial Regression Models with Cluster Effects.
Sonderforschungsbereich 386, Discussion Paper 406
[PDF, 2MB]
Czado, Claudia und Kolbe, A.
(2004):
Empirical Study of Intraday Option Price Changes using extended Count Regression Models.
Sonderforschungsbereich 386, Discussion Paper 403
[PDF, 363kB]
Czado, Claudia; Delwarde, A. und Denuit, M.
(2004):
Bayesian Poisson Log-Bilinear Mortality Projections.
Sonderforschungsbereich 386, Discussion Paper 398
[PDF, 1MB]
Helms, F.; Czado, Claudia und Gschlößl, Susanne
(2004):
Calculation of LTC Premiums based on direct estimates of transition probabilities.
Sonderforschungsbereich 386, Discussion Paper 393
[PDF, 333kB]
Czado, Claudia und Kolbe, A.
(2004):
Statistical Analysis of Absolute Transaction Price Changes of Options.
Sonderforschungsbereich 386, Discussion Paper 384
[PDF, 662kB]
Högn, Ralph und Czado, Claudia
(2003):
Theoretical Foundations of Autoregressive Models for Time Series on Acyclic Directed Graphs.
Sonderforschungsbereich 386, Discussion Paper 326
[PDF, 2MB]
Müller, Gernot; Czado, Claudia; Antes, Stefan und Rottenwallner, Martin
(2003):
Regression Models for Ordinal Valued Time Series: Applications in High Frequency Finance and Medicine.
Sonderforschungsbereich 386, Discussion Paper 335
[PDF, 1MB]
Czado, Claudia und Gschlößl, Susanne
(2003):
The inception selection effect of diagnosis in a German long term care portfolio.
Sonderforschungsbereich 386, Discussion Paper 357
[PDF, 413kB]
Czado, Claudia und Gschlößl, Susanne
(2002):
Modeling of transition intensities and probabilities in a German long term care portfolio with known diagnosis.
Sonderforschungsbereich 386, Discussion Paper 302
[PDF, 445kB]
Müller, Gernot und Czado, Claudia
(2002):
Regression Models for Ordinal Valued Time Series with Application to High Frequency Financial Data.
Sonderforschungsbereich 386, Discussion Paper 301
[PDF, 427kB]
Czado, Claudia und Sikora, I.
(2002):
Quantifying overdispersion effects in count regression data.
Sonderforschungsbereich 386, Discussion Paper 289
[PDF, 472kB]
Czado, Claudia und Rudolph, F.
(2002):
Application of Survival Analysis Methods to Long Term Care Insurance.
Sonderforschungsbereich 386, Discussion Paper 268
[PDF, 487kB]
Czado, Claudia und Raftery, A. E.
(2001):
Choosing the Link Function and Accounting for Link Uncertainty in Generalized Linear Models using Bayes Factors.
Sonderforschungsbereich 386, Discussion Paper 262
[PDF, 367kB]
Czado, Claudia
(2001):
Individual Migraine Risk Management using Binary State Space Mixed Models.
Sonderforschungsbereich 386, Discussion Paper 235
[PDF, 459kB]
Czado, Claudia und Song, Peter X.-K.
(2001):
State Space Mixed Models for Longitudinal Observations with Binary and Binomial Responses.
Sonderforschungsbereich 386, Discussion Paper 232
[PDF, 491kB]
Czado, Claudia und Munk, Axel
(1996):
Noncanonical Links in Generalized Linear Models - When is the Effort Justified?
Sonderforschungsbereich 386, Discussion Paper 22
[PDF, 397kB]
Czado, Claudia
(1996):
Multivariate Probit Analysis of Binary Time Series Data with Missing Responses.
Sonderforschungsbereich 386, Discussion Paper 23
[PDF, 306kB]